OpenGamma / OpenSIMMLinks
Reference implementation of the ISDA-proposed Standard Initial Margin Model (SIMM) for non-cleared derivatives
☆29Updated 9 years ago
Alternatives and similar repositories for OpenSIMM
Users that are interested in OpenSIMM are comparing it to the libraries listed below
Sorting:
- Automatically exported from code.google.com/p/maygard☆19Updated 10 years ago
- Quantitative Finance Library for Java by Idylwood Technologies☆52Updated 11 years ago
- Ultra Low Latency Trading Framework (Fix Engine, OMS, FastFix, ETI, Algo Container)☆193Updated 10 years ago
- Fixed Income Analytics, Portfolio Construction Analytics, Transaction Cost Analytics, Counter Party Analytics, Asset Backed Analytics☆58Updated 7 years ago
- The AQ2o repository.☆43Updated 7 years ago
- Fixed Income Analytics, Portfolio Construction Analytics, Transaction Cost Analytics, Counter Party Analytics, Asset Backed Analytics☆132Updated last week
- ☆125Updated 9 years ago
- Studio for kdb+ / Rapid execution environment for q☆98Updated 5 years ago
- A repository for q/kdb+ programs.☆40Updated 10 years ago
- Java library for high frequency portfolio analysis, intraday backtesting and optimization☆20Updated 9 years ago
- Credit Default Swap Pricer☆19Updated 2 years ago
- QuantComponents - Free Java components for Quantitative Finance and Algorithmic Trading☆167Updated 7 years ago
- Python API for sentosa trading system☆42Updated 10 years ago
- JQuantLib is a library for Quantitative Finance written in 100% Java☆145Updated 9 years ago
- A Java framework for backtesting and trading☆54Updated 7 years ago
- Unofficial tradelink mirror (tradelink.org).☆29Updated 13 years ago
- Dashboard☆49Updated 9 years ago
- ☆20Updated 2 years ago
- If you are professionals, retailers or even organisms trading on a financial market, you know that data given on online platforms is not …☆35Updated 10 years ago
- Blog system for quant☆39Updated 9 years ago
- The project simulates a generic agent based market model. The aim is to explore intimately, by simulation, the process of price formation…☆66Updated 10 years ago
- Ultra Low Latency Trading Framework (OMS, Trading+MarketData Adapters, Algo Container etc)☆117Updated last year
- Parses and prints the NASDAQ ITCH 5.0 data☆30Updated 7 years ago
- Mathematical Finance Library: Algorithms and methodologies related to mathematical finance.☆541Updated last month
- Falcon, the open source ultra low-latency FIX engine for Java☆149Updated 8 years ago
- A financial blotter for trading FX and Futures☆23Updated 8 years ago
- FX algorithm trading system with Java/kdb. (Open Source limited version)☆38Updated 10 years ago
- Automated trading platform based on Machine Learning algorithm using q/kdb+.☆23Updated 10 years ago
- The Thalesians' Python library☆64Updated 9 years ago
- Library of algorithm scripts for Quantopian☆183Updated 7 years ago